Nonparametric identification of dynamic models with unobserved state variables
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Publication:528071
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Cites work
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- scientific article; zbMATH DE number 3384808 (Why is no real title available?)
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Cited in
(39)- Ordinary least squares estimation of a dynamic game model
- Moment Estimation for Nonparametric Mixture Models through Implicit Tensor Decomposition
- Identification and estimation of sequential games of incomplete information with multiple equilibria
- Nonparametric identification of discrete choice models with lagged dependent variables
- CLOSED-FORM IDENTIFICATION OF DYNAMIC DISCRETE CHOICE MODELS WITH PROXIES FOR UNOBSERVED STATE VARIABLES
- Dynamic discrete choice models with incomplete data: sharp identification
- Semiparametric identification of the bid-ask spread in extended Roll models
- Identifying dynamic games with serially correlated unobservables
- Nonparametric learning rules from bandit experiments: the eyes have it!
- Nonparametric identification using instrumental variables: sufficient conditions for completeness
- Identification and estimation of dynamic structural models with unobserved choices
- An introduction to proximal causal inference
- Rotation group bias and the persistence of misclassification errors in the Current Population Surveys
- Identifiability and consistent estimation of nonparametric translation hidden Markov models with general state space
- ESTIMATING DYNAMIC DISCRETE CHOICE MODELS WITH HYPERBOLIC DISCOUNTING, WITH AN APPLICATION TO MAMMOGRAPHY DECISIONS
- A simple estimator for dynamic models with serially correlated unobservables
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- Identification of mixtures of dynamic discrete choices
- SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION
- Identifying dynamic discrete choice models off short panels
- Heterogeneity and selection in dynamic panel data
- Injectivity of a class of integral operators with compactly supported kernels
- Semiparametric estimation of latent variable asset pricing models
- Identification of discrete choice dynamic programming models with nonparametric distribution of unobservables
- Sharp test for equilibrium uniqueness in discrete games with private information and common knowledge unobserved heterogeneity
- An alternative identification of nonlinear dynamic panel data models with unobserved covariates
- Nonlinear panel data models with distribution-free correlated random effects
- Examples of \(L^2\)-complete and boundedly-complete distributions
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